Trends and Advances in Monte Carlo Sampling Algorithms

Application Deadline for this workshop is October 20, 2017

Location

This workshop will be held at the Penn Pavilion (Level 2), Duke University, Durham, NC.

Description

This second workshop in the SAMSI Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applied Mathematics focusses on Monte Carlo sampling methods –an important class of computational algorithms for estimating high dimensional distributions. Monte Carlo sampling is widely used in physics, chemistry, mathematics and statistics, and is most useful when other methods fail due to the high dimensionality of the problem. Due to the extensive application of Monte Carlo sampling across disciplines, breakthroughs in one discipline can lead to advances in others.

This SAMSI workshop brings together experts from applied mathematics, statistics and machine learning for the purpose of exchanging ideas and advancing the broad area of sampling algorithms.


Schedule and Supporting Media

A schedule will be posted as the event approaches in 2017.

Lecturers

Confirmed Speakers currently include:

More information will be made available as the event approaches in 2017.

Questions: email qmc@samsi.info